+172.3%
EWT vs COMP
-49.4%
+221.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.8% | -0.2% |
| 7D | +1.6% | +4.1% | -2.4% | +1.2% |
| 30D | +8.2% | -14.5% | +22.7% | +9.8% |
| 3M | +11.1% | +41.8% | -30.8% | +7.0% |
| 6M | +60.4% | +23.6% | +36.9% | +55.6% |
| YTD | +75.6% | +1.7% | +73.9% | +72.7% |
| 1Y | +91.3% | +12.6% | +78.8% | +85.6% |
| 3Y | +200.3% | +221.9% | -21.6% | +155.3% |
| 5Y | +156.4% | -28.1% | +184.5% | +135.3% |
| All | +172.3% | -49.4% | +221.7% | +161.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded COMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling